This paper presented the empirical results of the volatility transmission of overnight rate along the yield curve in … case of Pakistan. The results indicate that the volatility transmission of overnight repo rate is higher at the shorter end … underpinning of the interest rates volatility transmission process found in other countries. Moreover, the results also suggest …

International capital markets tend to be characterized by volatility, which is always a function of world economic and … Exchange was different during the crisis and after the crisis and how the volatility of the Romanian market changed in the post …

This paper investigates the effect of real exchange rate misalignment and volatility on Malaysian import flows during … Natural Real Exchange Rate (NATREX) equilibrium model, whereas the volatility of real exchange rate is generated from the … the level of Malaysian imports for period of the study. The empirical results also show that the exchange rate volatility …

the central bank of Nigeria and the implications for monetary policy, using the standard deviation measure of volatility … policy committee has operated since 2011 has boosted policy credibility due to the reduction in markets volatility …

. Leverage level is significantly positively affected by the income volatility and growth opportunities of Serbian firms. Our …

Since the ’80s the volatility of output growth and inflation experienced by several industrialized countries has … volatility of inflation and output growth. …

examines the benefits of using RRV estimators instead of the RV estimator, in the context of volatility forecasting. The …